CME Japanese Yen Future June 2012
| Trading Metrics calculated at close of trading on 23-Feb-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Feb-2012 |
23-Feb-2012 |
Change |
Change % |
Previous Week |
| Open |
1.2545 |
1.2464 |
-0.0081 |
-0.6% |
1.2887 |
| High |
1.2549 |
1.2531 |
-0.0018 |
-0.1% |
1.2938 |
| Low |
1.2457 |
1.2464 |
0.0007 |
0.1% |
1.2593 |
| Close |
1.2481 |
1.2502 |
0.0021 |
0.2% |
1.2603 |
| Range |
0.0092 |
0.0067 |
-0.0025 |
-27.2% |
0.0345 |
| ATR |
0.0075 |
0.0074 |
-0.0001 |
-0.7% |
0.0000 |
| Volume |
474 |
653 |
179 |
37.8% |
1,803 |
|
| Daily Pivots for day following 23-Feb-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2700 |
1.2668 |
1.2539 |
|
| R3 |
1.2633 |
1.2601 |
1.2520 |
|
| R2 |
1.2566 |
1.2566 |
1.2514 |
|
| R1 |
1.2534 |
1.2534 |
1.2508 |
1.2550 |
| PP |
1.2499 |
1.2499 |
1.2499 |
1.2507 |
| S1 |
1.2467 |
1.2467 |
1.2496 |
1.2483 |
| S2 |
1.2432 |
1.2432 |
1.2490 |
|
| S3 |
1.2365 |
1.2400 |
1.2484 |
|
| S4 |
1.2298 |
1.2333 |
1.2465 |
|
|
| Weekly Pivots for week ending 17-Feb-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3746 |
1.3520 |
1.2793 |
|
| R3 |
1.3401 |
1.3175 |
1.2698 |
|
| R2 |
1.3056 |
1.3056 |
1.2666 |
|
| R1 |
1.2830 |
1.2830 |
1.2635 |
1.2771 |
| PP |
1.2711 |
1.2711 |
1.2711 |
1.2682 |
| S1 |
1.2485 |
1.2485 |
1.2571 |
1.2426 |
| S2 |
1.2366 |
1.2366 |
1.2540 |
|
| S3 |
1.2021 |
1.2140 |
1.2508 |
|
| S4 |
1.1676 |
1.1795 |
1.2413 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.2776 |
1.2457 |
0.0319 |
2.6% |
0.0081 |
0.6% |
14% |
False |
False |
405 |
| 10 |
1.2986 |
1.2457 |
0.0529 |
4.2% |
0.0083 |
0.7% |
9% |
False |
False |
454 |
| 20 |
1.3174 |
1.2457 |
0.0717 |
5.7% |
0.0074 |
0.6% |
6% |
False |
False |
300 |
| 40 |
1.3174 |
1.2457 |
0.0717 |
5.7% |
0.0058 |
0.5% |
6% |
False |
False |
164 |
| 60 |
1.3174 |
1.2457 |
0.0717 |
5.7% |
0.0043 |
0.3% |
6% |
False |
False |
117 |
| 80 |
1.3257 |
1.2457 |
0.0800 |
6.4% |
0.0035 |
0.3% |
6% |
False |
False |
88 |
| 100 |
1.3257 |
1.2457 |
0.0800 |
6.4% |
0.0028 |
0.2% |
6% |
False |
False |
71 |
| 120 |
1.3257 |
1.2457 |
0.0800 |
6.4% |
0.0024 |
0.2% |
6% |
False |
False |
59 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2816 |
|
2.618 |
1.2706 |
|
1.618 |
1.2639 |
|
1.000 |
1.2598 |
|
0.618 |
1.2572 |
|
HIGH |
1.2531 |
|
0.618 |
1.2505 |
|
0.500 |
1.2498 |
|
0.382 |
1.2490 |
|
LOW |
1.2464 |
|
0.618 |
1.2423 |
|
1.000 |
1.2397 |
|
1.618 |
1.2356 |
|
2.618 |
1.2289 |
|
4.250 |
1.2179 |
|
|
| Fisher Pivots for day following 23-Feb-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1.2501 |
1.2535 |
| PP |
1.2499 |
1.2524 |
| S1 |
1.2498 |
1.2513 |
|